-10.1%
ETN vs DAL
+23.7%
-33.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +1.5% |
| 7D | +10.1% | +1.4% | +8.7% | +9.5% |
| 30D | -15.9% | +9.1% | -25.0% | -18.9% |
| 3M | -21.7% | -3.5% | -18.2% | -20.6% |
| 6M | -10.1% | +23.4% | -33.5% | -18.1% |
| All | -10.1% | +23.7% | -33.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling